PortfoliosLab logoPortfoliosLab logo
NXTI vs. GSG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NXTI vs. GSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify NEXT Intangible Core Index ETF (NXTI) and iShares S&P GSCI Commodity-Indexed Trust (GSG). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, NXTI achieves a 7.48% return, which is significantly lower than GSG's 42.58% return.


NXTI

1D
-1.29%
1M
10.52%
YTD
7.48%
6M
6.92%
1Y
16.21%
3Y*
5Y*
10Y*

GSG

1D
0.77%
1M
-4.83%
YTD
42.58%
6M
41.06%
1Y
51.52%
3Y*
19.31%
5Y*
15.74%
10Y*
7.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NXTI vs. GSG - Yearly Performance Comparison


2026 (YTD)20252024
NXTI
Simplify NEXT Intangible Core Index ETF
7.48%16.73%16.21%
GSG
iShares S&P GSCI Commodity-Indexed Trust
42.58%5.93%-4.10%

Correlation

The correlation between NXTI and GSG is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.14

Correlation (All Time)
Calculated using the full available price history since Apr 17, 2024

0.01

The correlation between NXTI and GSG shifts across timeframes, from -0.14 (1 year) to 0.01 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

NXTI vs. GSG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NXTI
NXTI Risk / Return Rank: 2929
Overall Rank
NXTI Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
NXTI Sortino Ratio Rank: 3030
Sortino Ratio Rank
NXTI Omega Ratio Rank: 2929
Omega Ratio Rank
NXTI Calmar Ratio Rank: 2727
Calmar Ratio Rank
NXTI Martin Ratio Rank: 2626
Martin Ratio Rank

GSG
GSG Risk / Return Rank: 7171
Overall Rank
GSG Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
GSG Sortino Ratio Rank: 6060
Sortino Ratio Rank
GSG Omega Ratio Rank: 6565
Omega Ratio Rank
GSG Calmar Ratio Rank: 8989
Calmar Ratio Rank
GSG Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NXTI vs. GSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify NEXT Intangible Core Index ETF (NXTI) and iShares S&P GSCI Commodity-Indexed Trust (GSG). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


NXTIGSGDifference
Sharpe ratioReturn per unit of total volatility

-1.15

Sortino ratioReturn per unit of downside risk

-1.28

Omega ratioGain probability vs. loss probability

1.19

1.40

-0.21

Calmar ratioReturn relative to maximum drawdown

1.25

5.47

-4.22

Martin ratioReturn relative to average drawdown

3.37

14.39

-11.02

NXTI vs. GSG - Sharpe Ratio Comparison

The current NXTI Sharpe Ratio is 1.11, which is lower than the GSG Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of NXTI and GSG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


NXTIGSGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

2.26

-1.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

1.14

-0.09

+1.22

Drawdowns

NXTI vs. GSG - Drawdown Comparison

The maximum NXTI drawdown since its inception was -19.65%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for NXTI and GSG.


Loading charts...

Drawdown Indicators


NXTIGSGDifference

Max Drawdown

Largest peak-to-trough decline

-19.65%

-89.62%

+69.97%

Max Drawdown (1Y)

Largest decline over 1 year

-12.99%

-9.46%

-3.53%

Max Drawdown (3Y)

Largest decline over 3 years

-14.94%

Max Drawdown (5Y)

Largest decline over 5 years

-29.12%

Max Drawdown (10Y)

Largest decline over 10 years

-57.64%

Current Drawdown

Current decline from peak

-1.46%

-56.95%

+55.49%

Average Drawdown

Average peak-to-trough decline

-3.23%

-63.71%

+60.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.82%

3.59%

+1.23%

Volatility

NXTI vs. GSG - Volatility Comparison

The current volatility for Simplify NEXT Intangible Core Index ETF (NXTI) is 3.97%, while iShares S&P GSCI Commodity-Indexed Trust (GSG) has a volatility of 7.65%. This indicates that NXTI experiences smaller price fluctuations and is considered to be less risky than GSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


NXTIGSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.97%

7.65%

-3.68%

Volatility (6M)

Calculated over the trailing 6-month period

11.66%

20.42%

-8.76%

Volatility (1Y)

Calculated over the trailing 1-year period

14.73%

22.95%

-8.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.15%

22.61%

-5.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.15%

22.03%

-4.88%

NXTI vs. GSG - Expense Ratio Comparison

NXTI has a 0.25% expense ratio, which is lower than GSG's 0.75% expense ratio.


Dividends

NXTI vs. GSG - Dividend Comparison

NXTI's dividend yield for the trailing twelve months is around 0.58%, while GSG has not paid dividends to shareholders.


PositionTTM20252024
GSG
iShares S&P GSCI Commodity-Indexed Trust
0.00%0.00%0.00%
NXTI
Simplify NEXT Intangible Core Index ETF
0.58%0.62%3.70%

Frequently Asked Questions


NXTI and GSG have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GSG has higher volatility (7.65%) compared to NXTI (3.97%). In terms of maximum drawdown, NXTI dropped -19.65% vs GSG's -89.62%.

On 1-year performance, GSG leads with 51.52% vs 16.21% for NXTI. On fees, NXTI is cheaper at 0.25% per year. On volatility, NXTI has been the lower-risk option at 3.97%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, GSG has performed better with a 51.52% return vs 16.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

NXTI is cheaper with a 0.25% expense ratio, compared with 0.75% for GSG.

NXTI has the higher dividend yield at 0.58%, compared with 0.00% for GSG.

NXTI is categorized as Large Cap Blend Equities, while GSG is Commodities. NXTI tracks NEXT Intangible Core Index, while GSG tracks S&P GSCI Total Return Index. They also come from different issuers: Simplify and iShares. Their fees differ too: 0.25% for NXTI and 0.75% for GSG.

GSG currently has the higher Sharpe Ratio (2.26 vs 1.11), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for NXTI and GSG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer